first you must build a spy which costs 100 E and the appropriate building. The icon should appear I believe in the lower right when you hover your cursor over your colony. After the spy is built, simply click on it and send it to places, which costs oil. Then when the spy is on another colony or outpost, you can click on the colony/outpost, and then click on the eye that appears right above the outpost, there you can 'spy'

However, you don't need the spy to obtain information on what the colony/outpost has in terms of units. You can still click on the colony/outpost, click on the eye that appears and then order a scan on the units there.

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